I had this happen twice -
At the beginning of your turn when it asks you what you'd like to build in cities that have just completed something, you can select the same wonder in two cities. Then it cancels the build in the second city, and only builds it in the first city. But it never asks you for build orders for that second city - it just builds nothing until you happen to notice it. The first time it happened to me with a national wonder that I didn't realize was a national wonder, but the second time it was with the Hanging Gardens.

Despite the black screen I've still played some Civ because I am that hardcore... and yes I've noticed this too. I had it happen to me when I was building the eiffel tower; luckly I was playing on a duel map on fast so I realized it after a turn because I only have 6 cities.